3. 지표 함수들 작성 예제

// 포트폴리오 구성을 위한 stockPortfolio() 함수에서
// 각 지표별 순서와 가중치를 결정.

// *******************************************************************************
// value 팩터 
// PSR
function getPSR(stock) {
    if (stock.getMarketCapital() === 0) {
        return -9999;
    }
    if (stock.getFundamentalRevenue() === 0) {
        return -9999;
    }

    var psr = 1000 * stock.getMarketCapital() / (stock.getFundamentalRevenue() * 4);

    return 1/psr;
}

// POR
function getPOR(stock) {
    if (stock.getMarketCapital() === 0) {
        return -9999;
    }
    if (stock.getFundamentalOperatingIncome() === 0) {
        return -9999;
    }

    var por = 1000 * stock.getMarketCapital() / (stock.getFundamentalOperatingIncome() * 4);

    return 1/por;
}

// PER
function getPER(stock) {
    if (stock.getMarketCapital() === 0) {
        return -9999;
    }
    if (stock.getFundamentalNetProfit() === 0) {
        return -9999;
    }

    var per = 1000 * stock.getMarketCapital() / (stock.getFundamentalNetProfit() * 4);

    return 1/per;
}

// PER (당기순이익 4분기 합산)
function getPER_4(stock) {
    if (stock.getMarketCapital() === 0) {
        return -9999;
    }
    if (stock.getFundamentalNetProfit() === 0 ||
        stock.getFundamentalNetProfit(1) === 0 ||
        stock.getFundamentalNetProfit(2) === 0 ||
        stock.getFundamentalNetProfit(3) === 0) {
        return -9999;
    }

    var per = 1000 * stock.getMarketCapital() / 
             (stock.getFundamentalNetProfit() +
              stock.getFundamentalNetProfit(1) +
              stock.getFundamentalNetProfit(2) +
              stock.getFundamentalNetProfit(3));

    return 1/per;
}

// PER (지배주주의 당기순이익)
function getPER_PAR(stock) {
    if (stock.getMarketCapital() === 0) {
        return -9999;
    }
    if (stock.getFundamentalProfit_ownersOfParent() === 0) {
        return -9999;
    }

    var per = 1000 * stock.getMarketCapital() / 
              (stock.getFundamentalProfit_ownersOfParent() * 4);

    return 1/per;
}

// PER (지배주주의 당기순이익 4분기 합산)
function getPER_4PAR(stock) {
    if (stock.getMarketCapital() === 0) {
        return -9999;
    }
    if (stock.getFundamentalProfit_ownersOfParent() === 0 ||
        stock.getFundamentalProfit_ownersOfParent(1) === 0 ||
        stock.getFundamentalProfit_ownersOfParent(2) === 0 ||
        stock.getFundamentalProfit_ownersOfParent(3) === 0) {
        return -9999;
    }

    var per = 1000 * stock.getMarketCapital() / 
             (stock.getFundamentalProfit_ownersOfParent() +
              stock.getFundamentalProfit_ownersOfParent(1) +
              stock.getFundamentalProfit_ownersOfParent(2) +
              stock.getFundamentalProfit_ownersOfParent(3));

    return 1/per;
}

// EV/EBIT 
function getEVEB(stock) { 
    if (stock.getFundamentalEV() === 0) {
        return -9999;
    }
    if (stock.getFundamentalEBIT() === 0) {
        return -9999;
    }
    
    var eveb = 1000 * stock.getFundamentalEV() / (stock.getFundamentalEBIT()); 

    return 1/eveb;
}

// PBR
function getPBR(stock) {
    if (stock.getMarketCapital() === 0) {
        return -9999;
    }
    if (stock.getFundamentalTotalEquity() === 0) {
        return -9999;
    }
    
    var pbr = 1000 * stock.getMarketCapital() / (stock.getFundamentalTotalEquity()); 

    return 1/pbr;
}

// PRR (https://www.intelliquant.ai/article/857?forum=0)
function getPRR(stock) {
    if (stock.getMarketCapital() === 0) {
        return -9999;
    }
    if (stock.getFundamentalRnDExpense() === 0) {
        return -9999;
    }

    var prr = 1000 * stock.getMarketCapital() / (stock.getFundamentalRnDExpense() * 4);

    return 1/prr;
}


// *******************************************************************************
// quality 팩터
// ROA
function getROA(stock) {
    if (stock.getFundamentalTotalAsset() === 0) {
        return -9999;
    }

    return 4 * stock.getFundamentalNetProfit() / stock.getFundamentalTotalAsset();
}

// ROE
function getROE(stock) {
    if (stock.getFundamentalTotalEquity() === 0) {
        return -9999;
    }

    return 4 * stock.getFundamentalNetProfit() / stock.getFundamentalTotalEquity();
}

// GPOA
function getGPOA(stock) {
    if (stock.getFundamentalTotalAsset() === 0) {
        return -9999;
    }
   
    return 4*stock.getFundamentalGrossProfit()/stock.getFundamentalTotalAsset();
}

// *******************************************************************************
// Momentum 팩터
function getMom12(stock) {    
    if (stock.getAdjClose() === 0 || stock.getAdjClose(252) === 0) {
        return -9999;
    }
    
    return stock.getAdjClose() / stock.getAdjClose(252);
}